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Counterexamples for BFGS-type methods under arbitrary strong Wolfe constants

Diao, Rui
arXiv (All) · Papers
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optimization-and-control
Whether the Broyden-Fletcher-Goldfarb-Shanno (BFGS) method and its variants can fail to converge on smooth nonconvex functions under realistic line-search parameters has remained a central open problem in quasi-Newton theory since the landmark counterexample of Dai (2002), which was confined to smal
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